کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155560 958743 2015 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
چکیده انگلیسی
The convergence of properly time-scaled and normalized maxima of independent standard Brownian motions to the Brown-Resnick process is well-known in the literature. In this paper, we study the extremal functional behavior of non-Gaussian processes, namely squared Bessel processes and scalar products of Brownian motions. It is shown that maxima of independent samples of those processes converge weakly on the space of continuous functions to the Brown-Resnick process.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 125, Issue 2, February 2015, Pages 780-796
نویسندگان
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